Anic Equity¶

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Total return since start: 0.577 %¶

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Equity now: -----------------------------> 48161.15 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45611.03 Kr¶

PnL: ---------------------------------------> 360.25 Kr¶

DD now: ---------------------------------> -9.336 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-07 10:56:13.529641'

Anic Portfolio¶

Today¶

Return: -0.149 %¶

This Week¶

Return: -0.149 %¶

Total portfolio value¶

Return including deposits: 57.667 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
VEF 791 -0.940000 1998.070000 388.220000 24.120000 1609.846364
Vitec Software Group B 2 -0.590000 1171.000000 84.000000 7.730000 1087.000000
Nordic Waterproofing Holding 7 -2.410000 1020.600000 53.600000 5.540000 966.999999
Volvo B 25 0.110000 5731.250000 2.500000 0.040000 5728.750000
Investor B 27 -0.170000 5674.050000 -2.700000 -0.050000 5676.750000
Volvo A 24 0.260000 5640.000000 -4.800000 -0.090000 5644.800000
NP3 Fastigheter 32 -1.390000 5676.800000 -6.400000 -0.110000 5683.200000
Lindab International 35 -1.430000 5565.000000 -14.000000 -0.250000 5579.000000
Tethys Oil 109 2.760000 5880.550000 -15.260000 -0.260000 5895.810000
EnQuest PLC 2351 1.940000 5670.610000 -28.210000 -0.500000 5698.824000
Orrön Energy 148 -3.210000 1582.120000 -97.680000 -5.810000 1679.800000
TOTAL 45610.050000 359.270000 -9.33763% 45250.780363

Updated:¶

'2023-08-07 10:54:51.716555'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶